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CGL-C.TO vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGL-C.TO vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Gold Bullion ETF (CGL-C.TO) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CGL-C.TO is traded in CAD, while SOXS is traded in USD. To make them comparable, the SOXS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CGL-C.TO achieves a 1.94% return, which is significantly higher than SOXS's -93.52% return. Over the past 10 years, CGL-C.TO has outperformed SOXS with an annualized return of 13.01%, while SOXS has yielded a comparatively lower -79.35% annualized return.


CGL-C.TO

1D
2.56%
1M
-3.33%
YTD
1.94%
6M
1.69%
1Y
28.64%
3Y*
31.98%
5Y*
21.21%
10Y*
13.01%

SOXS

1D
-16.37%
1M
-56.46%
YTD
-93.52%
6M
-93.88%
1Y
-97.93%
3Y*
-86.70%
5Y*
-80.02%
10Y*
-79.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGL-C.TO vs. SOXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGL-C.TO
iShares Gold Bullion ETF
1.94%55.55%37.41%10.13%6.11%-4.85%21.75%11.98%6.86%4.31%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-93.52%-86.19%-56.12%-84.93%23.09%-80.95%-93.07%-84.48%-12.61%-71.46%

Correlation

The correlation between CGL-C.TO and SOXS is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.20

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2012

0.10

The correlation between CGL-C.TO and SOXS shifts across timeframes, from -0.20 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CGL-C.TO vs. SOXS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGL-C.TO
CGL-C.TO Risk / Return Rank: 3232
Overall Rank
CGL-C.TO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CGL-C.TO Sortino Ratio Rank: 3030
Sortino Ratio Rank
CGL-C.TO Omega Ratio Rank: 3636
Omega Ratio Rank
CGL-C.TO Calmar Ratio Rank: 2929
Calmar Ratio Rank
CGL-C.TO Martin Ratio Rank: 2929
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CGL-C.TO vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Bullion ETF (CGL-C.TO) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CGL-C.TOSOXSDifference
Sharpe ratioReturn per unit of total volatility

+1.97

Sortino ratioReturn per unit of downside risk

+5.14

Omega ratioGain probability vs. loss probability

1.22

0.61

+0.61

Calmar ratioReturn relative to maximum drawdown

1.30

-1.00

+2.30

Martin ratioReturn relative to average drawdown

3.69

-1.48

+5.17

CGL-C.TO vs. SOXS - Sharpe Ratio Comparison

The current CGL-C.TO Sharpe Ratio is 1.10, which is higher than the SOXS Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of CGL-C.TO and SOXS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CGL-C.TO vs. SOXS - Drawdown Comparison

The maximum CGL-C.TO drawdown since its inception was -30.01%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for CGL-C.TO and SOXS.


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Drawdown Indicators


CGL-C.TOSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-30.01%

-100.00%

+69.99%

Max Drawdown (1Y)

Largest decline over 1 year

-22.11%

-97.81%

+75.70%

Max Drawdown (3Y)

Largest decline over 3 years

-22.11%

-99.84%

+77.73%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

-99.97%

+77.86%

Max Drawdown (10Y)

Largest decline over 10 years

-22.78%

-100.00%

+77.22%

Current Drawdown

Current decline from peak

-17.33%

-100.00%

+82.67%

Average Drawdown

Average peak-to-trough decline

-10.72%

-92.77%

+82.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

67.69%

-59.90%

Volatility

CGL-C.TO vs. SOXS - Volatility Comparison

The current volatility for iShares Gold Bullion ETF (CGL-C.TO) is 8.08%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 59.85%. This indicates that CGL-C.TO experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGL-C.TOSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

59.85%

-51.77%

Volatility (6M)

Calculated over the trailing 6-month period

22.58%

96.33%

-73.75%

Volatility (1Y)

Calculated over the trailing 1-year period

26.24%

112.61%

-86.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

110.35%

-93.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

101.78%

-86.11%

CGL-C.TO vs. SOXS - Expense Ratio Comparison

CGL-C.TO has a 0.55% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

CGL-C.TO vs. SOXS - Dividend Comparison

CGL-C.TO has not paid dividends to shareholders, while SOXS's dividend yield for the trailing twelve months is around 84.95%.


PositionTTM20252024202320222021202020192018
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
84.95%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%

Frequently Asked Questions


CGL-C.TO and SOXS have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CGL-C.TO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CGL-C.TO is cheaper with a 0.55% expense ratio, compared with 1.08% for SOXS.

CGL-C.TO is categorized as Gold, while SOXS is Inverse Equities. CGL-C.TO tracks LBMA Gold Price (CAD), while SOXS tracks PHLX Semiconductor Index (-300%). They also come from different issuers: iShares and Direxion. Their fees differ too: 0.55% for CGL-C.TO and 1.08% for SOXS.

Portfolio Optimizer

Find the right allocation for CGL-C.TO and SOXS

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